Composite Difference-Max Programs for Modern Statistical Estimation Problems
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Publication:4562249
DOI10.1137/18M117337XzbMath1407.62250arXiv1803.00205OpenAlexW2963562721WikidataQ128749629 ScholiaQ128749629MaRDI QIDQ4562249
Ying Cui, Jong-Shi Pang, Bodhisattva Sen
Publication date: 19 December 2018
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1803.00205
nonconvex optimizationsemismooth Newton methodnondifferentiable objectivecontinuous piecewise affine regression
General nonlinear regression (62J02) Nonconvex programming, global optimization (90C26) Nonsmooth analysis (49J52)
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